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An enlarged definition of cointegration
Flôres Jr., Renato G.; Szafarz, Ariane - 1994
Persistent link: https://www.econbiz.de/10000901027
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Impacts of technical and fundamental factors on Thai stock prices : with additional tests on chaos and nonlinearities
Poomimars, Ponladesh - 1994
Persistent link: https://www.econbiz.de/10000901032
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Companion form representation of cointegrating VARs
Lucchetti, Riccardo - 1994
Persistent link: https://www.econbiz.de/10000901044
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The demand for money in Thailand revisited
Wilaipich, Usara - 1994
Persistent link: https://www.econbiz.de/10000901048
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Impact d'erreurs IGARCH sur les tests de racine unite
Hecq, Alain W. J. - 1993
Persistent link: https://www.econbiz.de/10000901176
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Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
Leblanc, Frédérique - 1994
Persistent link: https://www.econbiz.de/10000901244
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Kenngrößenkarten für einfache ARMA-Prozesse mit dem Programm ARMA KG
Mohr, Walter; Rudl, Jan - 1994
Persistent link: https://www.econbiz.de/10000901668
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Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.; Sørensen, Bent E. - 1994
Persistent link: https://www.econbiz.de/10000901770
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Tests for serial correlation and overdispersion in a count data regression model
Johansson, Per-Olov - 1994
Persistent link: https://www.econbiz.de/10000901899